+43.4%
DLTR vs LNT
+148.3%
-104.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -10.1% | -1.0% | -9.0% | -9.8% |
| 30D | -8.1% | -4.2% | -3.9% | -6.7% |
| 3M | +2.9% | -6.7% | +9.5% | +5.3% |
| 6M | +4.3% | -3.6% | +7.9% | +5.2% |
| YTD | -3.9% | +5.9% | -9.8% | -6.5% |
| 1Y | +18.9% | +7.3% | +11.6% | +15.1% |
| 3Y | +1.9% | +46.5% | -44.6% | -13.7% |
| 5Y | +31.0% | +32.5% | -1.5% | +14.1% |
| All | +43.4% | +148.3% | -104.9% | +2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LNT.
Daily Out/Under-Performance
Portfolio return minus LNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded LNT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling